Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13.03.2025 | 4.18% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 53'216 CHF | 34'680 CHF | 98.19% | 98.19% |
12.03.2025 | 3.96% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 114'789 | 73'943 | 52'656 CHF | 35'320 CHF | 98.57% | 98.57% |
11.03.2025 | 3.95% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 109'755 | 72'992 | 51'518 CHF | 35'636 CHF | 95.74% | 95.74% |
10.03.2025 | 3.97% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 110'041 | 75'000 | 52'309 CHF | 37'179 CHF | 99.95% | 99.95% |
07.03.2025 | 3.97% | 0.50 CHF | 0.53 CHF | 100'000 | 50'000 | 104'266 | 73'528 | 51'707 CHF | 37'941 CHF | 98.21% | 98.21% |
06.03.2025 | 3.82% | 0.51 CHF | 0.53 CHF | 100'000 | 75'000 | 106'102 | 74'432 | 52'337 CHF | 38'182 CHF | 96.46% | 96.46% |
05.03.2025 | 3.58% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 98'511 | 74'107 | 52'607 CHF | 41'010 CHF | 93.12% | 93.12% |
04.03.2025 | 3.31% | 0.53 CHF | 0.55 CHF | 100'000 | 75'000 | 92'910 | 75'000 | 52'367 CHF | 43'749 CHF | 100.00% | 100.00% |
03.03.2025 | 3.27% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 93'379 | 75'000 | 52'907 CHF | 44'054 CHF | 98.88% | 98.88% |
28.02.2025 | 4.06% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 105'302 | 71'893 | 51'939 CHF | 36'909 CHF | 99.19% | 99.19% |